Actionable Options Friday, October, 27

 

Calls with increasing volatility movement and volume: FEYE SFLY AET

Puts with increasing volatility movement and volume: CVS TSLA AET

Drug distributors, PBMs, insurance option implied volatility after The Wall Street Journal said CVS Health (CVS) is in talks about a potential acquisition of Aetna (AET).

Aetna (AET) 10-day call option implied volatility is at 37; compared to its 52-week range of 16 to 44

CVS Health (CVS) 10-day call option implied volatility is at 38; compared to its 52-week range of 14 to 38

Express Scripts (ESRX) 10-day call option implied volatility is at 34; compared to its 52-week range of 19 to 56

Walgreens Boots Alliance (WBA) 10-day call option implied volatility is at 28; compared to its 52-week range of 15 to 43

CVS Health (CVS) 10-day call option implied volatility is at 38; compared to its 52-week range 14 to 37

McKesson (MCK) 10-day call option implied volatility is at 28; compared to its 52-week range of 18 to 38

Cardinal Health (CAH) 10-day call option implied volatility is at 44; compared to its 52-week range 15 to 44

AmerisourceBergen (ABC) 10-day call option implied volatility is at 36; compared to its 52-week range 18 to 37

UnitedHealth Group (UNH) 10-day call option implied volatility is at 19; compared to its 52-week range 13 to 24

Cigna Corp. (CI) 10-day call option implied volatility is at 20; compared to its 52-week range 14 to 41

Humana (HUM) 10-day call option implied volatility is at 21; compared to its 52-week range 16 to 55

Anthem (ANTM) 10-day call option implied volatility is at 21; compared to its 52-week range 15 to 32